-24.7%
CLX vs WY
-9.3%
-15.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.7% | +0.1% |
| 7D | -5.9% | -3.7% | -2.2% | -4.4% |
| 30D | -17.0% | -11.3% | -5.7% | -12.9% |
| 3M | -9.6% | -8.1% | -1.4% | -6.7% |
| 6M | -21.5% | -7.4% | -14.1% | -19.2% |
| YTD | -8.8% | -4.7% | -4.1% | -7.5% |
| 1Y | -24.7% | -9.2% | -15.5% | -23.1% |
| All | -24.7% | -9.3% | -15.4% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling